ResMed Inc (RMD)
191.99
-13.84
(-6.72%)
USD |
NYSE |
Jun 24, 09:33
ResMed Max Drawdown (5Y): 53.98% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 53.98% |
April 30, 2024 | 53.98% |
March 31, 2024 | 53.98% |
February 29, 2024 | 53.98% |
January 31, 2024 | 53.98% |
December 31, 2023 | 53.98% |
November 30, 2023 | 53.98% |
October 31, 2023 | 53.98% |
September 30, 2023 | 53.42% |
August 31, 2023 | 45.46% |
July 31, 2023 | 35.28% |
June 30, 2023 | 35.28% |
May 31, 2023 | 35.28% |
April 30, 2023 | 35.28% |
March 31, 2023 | 35.28% |
February 28, 2023 | 35.28% |
January 31, 2023 | 35.28% |
December 31, 2022 | 35.28% |
November 30, 2022 | 35.28% |
October 31, 2022 | 35.28% |
September 30, 2022 | 35.28% |
August 31, 2022 | 35.28% |
July 31, 2022 | 35.28% |
June 30, 2022 | 35.28% |
May 31, 2022 | 35.28% |
Date | Value |
---|---|
April 30, 2022 | 35.26% |
March 31, 2022 | 35.26% |
February 28, 2022 | 35.26% |
January 31, 2022 | 35.26% |
December 31, 2021 | 35.26% |
November 30, 2021 | 35.26% |
October 31, 2021 | 35.26% |
September 30, 2021 | 35.26% |
August 31, 2021 | 35.26% |
July 31, 2021 | 35.26% |
June 30, 2021 | 35.26% |
May 31, 2021 | 35.26% |
April 30, 2021 | 35.26% |
March 31, 2021 | 35.26% |
February 28, 2021 | 35.26% |
January 31, 2021 | 35.26% |
December 31, 2020 | 35.26% |
November 30, 2020 | 35.26% |
October 31, 2020 | 35.26% |
September 30, 2020 | 35.26% |
August 31, 2020 | 35.26% |
July 31, 2020 | 35.26% |
June 30, 2020 | 35.26% |
May 31, 2020 | 35.26% |
April 30, 2020 | 35.26% |
Max Drawdown Definition
Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.
Max Drawdown (5Y) Range, Past 5 Years
33.25%
Minimum
Jun 2019
53.98%
Maximum
Oct 2023
37.93%
Average
35.26%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Boston Scientific Corp | 43.49% |
Align Technology Inc | 76.08% |
Haemonetics Corp | 68.62% |
Abbott Laboratories | 33.88% |
Stryker Corp | 43.80% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 2.087 |
Beta (5Y) | 0.6844 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.41% |
Historical Sharpe Ratio (5Y) | 0.3537 |
Historical Sortino (5Y) | 0.5494 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.91% |